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首页> 外文期刊>International journal of mathematics and mathematical sciences >PRECISE LIM SUP BEHAVIOR OF PROBABILITIES OF LARGE DEVIATIONS FOR SUMS OF I.I.D. RANDOM VARIABLES
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PRECISE LIM SUP BEHAVIOR OF PROBABILITIES OF LARGE DEVIATIONS FOR SUMS OF I.I.D. RANDOM VARIABLES

机译:I.I.D.的大偏差概率的精确Lim Sup行为随机变量

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摘要

Let {X, X_n; n ≥ 1} be a sequence of real-valued i.i.d. random variables and let S_n = ∑_(i=1)~n X_i, n ≥ 1. In this paper, we study the probabilities of large deviations of the form P (S_n > tn~(1/p)), P(S_n < -tn~(1/p)), and P(|S_n| > tn~(1/p)), where t > 0 and 0 < p < 2. We obtain precise asymptotic estimates for these probabilities under mild and easily verifiable conditions. For example, we show that if S_n~(1/p) → P~0 and if there exists a nonincreasing positive function φ(x) on [0,∞) which is regularly varying with index α ≤ -1 such that lim sup x → ∞ P(|X| > x~(1/p))/φ(x) = 1, then for every t > 0, lim sup n → ∞ P(|S_n| > tn~(1/p))/(nφ(n)) = t~(pα).
机译:令{X,X_n; n≥1}是实值i.i.d的序列。随机变量,令S_n = ∑_(i = 1)〜n X_i,n≥1。在本文中,我们研究形式为P(S_n> tn〜(1 / p)),P( S_n <-tn〜(1 / p))和P(| S_n |> tn〜(1 / p)),其中t> 0和0 <2。我们在轻度和高温下获得了这些概率的精确渐近估计。容易验证的条件。例如,我们表明,如果S_n / n〜(1 / p)→P〜0,并且在[0,∞)上存在一个不递增的正函数φ(x),该函数随索引α≤-1规律变化, lim sup x→∞P(| X |> x〜(1 / p))/φ(x)= 1,则对于每一个t> 0,lim sup n→∞P(| S_n |> tn〜(1 / p))/(nφ(n))= t〜(pα)。

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